Erika, what is the datasource that you are querying against? According to Tableau's support documentation "the DATEPARSE function is available for connections to MySQL, Oracle, PostgreSQL, and Tableau data extracts."
As a test you can always create a Tableau Extract and try the DATEPARSE function on that to see if it now works....
Thanks Jeff, my issue is solved with extracting the data. However I wanted to use this function with live data...
If you know easy wat to convert a data strings into a datetime date type with live data, please let me know.